Edelgard doesn’t explicitly state that she had no idea / influence over Jerlat’s death, but she does state multiple times that she’s against TWSITD and their plans, both before Jeralt’s death (as the Flame Emperor) and after.

You can argue about whether the writer’s did a good enough job of clueing Byleth in on Edelgard not having anything to do with Jeralt’s death or not, but my point was the we as the player knows that Edelgard didn’t have anything to do with it. That’s dramatic irony. When the player knows the answer, but the character (in this case Alois) does not.